Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
13
Impact Factor
0.68
5 Years IF
0.89
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1996 | 0 | 0.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
| 1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2000 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2001 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2003 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
| 2005 | 0 | 0.49 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | |||||
| 2006 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
| 2007 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2008 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2009 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2010 | 0 | 0.37 | 0.5 | 0 | 2 | 2 | 47 | 1 | 6 | 0 | 0 | 0 | 1 | 0.5 | 0.19 | |||
| 2011 | 1 | 0.46 | 0.6 | 1 | 3 | 5 | 78 | 2 | 9 | 2 | 2 | 2 | 2 | 1 | 50 | 0 | 0.25 | |
| 2012 | 1.6 | 0.5 | 1.78 | 1.6 | 4 | 9 | 85 | 15 | 25 | 5 | 8 | 5 | 8 | 2 | 13.3 | 7 | 1.75 | 0.25 |
| 2013 | 2.71 | 0.5 | 1.83 | 2.67 | 9 | 18 | 67 | 33 | 58 | 7 | 19 | 9 | 24 | 4 | 12.1 | 6 | 0.67 | 0.24 |
| 2014 | 1.85 | 0.53 | 1.64 | 2.11 | 10 | 28 | 45 | 46 | 104 | 13 | 24 | 18 | 38 | 7 | 15.2 | 5 | 0.5 | 0.27 |
| 2015 | 0.63 | 0.53 | 1.25 | 1.61 | 12 | 40 | 54 | 49 | 154 | 19 | 12 | 28 | 45 | 8 | 16.3 | 1 | 0.08 | 0.27 |
| 2016 | 0.59 | 0.54 | 1.16 | 1.11 | 9 | 49 | 61 | 56 | 211 | 22 | 13 | 38 | 42 | 12 | 21.4 | 4 | 0.44 | 0.27 |
| 2017 | 1.29 | 0.54 | 1.16 | 1.16 | 9 | 58 | 70 | 67 | 278 | 21 | 27 | 44 | 51 | 9 | 13.4 | 7 | 0.78 | 0.27 |
| 2018 | 1.72 | 0.53 | 1.15 | 1.14 | 14 | 72 | 30 | 83 | 361 | 18 | 31 | 49 | 56 | 5 | 6 | 5 | 0.36 | 0.26 |
| 2019 | 1.43 | 0.55 | 0.93 | 1.09 | 11 | 83 | 17 | 77 | 438 | 23 | 33 | 54 | 59 | 10 | 13 | 2 | 0.18 | 0.32 |
| 2020 | 0.68 | 0.63 | 0.8 | 0.89 | 11 | 94 | 7 | 75 | 513 | 25 | 17 | 55 | 49 | 2 | 2.7 | 3 | 0.27 | 0.58 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0003. Full description at Econpapers || Download paper | 57 |
| 2 | 2012 | Measuring Sovereign Contagion in Europe. (2012). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: Working Papers. RePEc:bny:wpaper:0009. Full description at Econpapers || Download paper | 43 |
| 3 | 2017 | Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; BjÃÆørnland, Hilde ; Rohrer, Maximilian ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0051. Full description at Econpapers || Download paper | 40 |
| 4 | 2012 | What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; BjÃÆørnland, Hilde ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0007. Full description at Econpapers || Download paper | 33 |
| 5 | 2013 | Why Do Voters Dismantle Checks and Balances?. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0010. Full description at Econpapers || Download paper | 29 |
| 6 | 2016 | Mending the broken link: heterogeneous bank lending and monetary policy pass-through.. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo. In: Working Papers. RePEc:bny:wpaper:0049. Full description at Econpapers || Download paper | 28 |
| 7 | 2010 | How does monetary policy respond to exchange rate movements? New international evidence. (2010). Halvorsen, JÃÆørn ; BjÃÆørnland, Hilde ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0001. Full description at Econpapers || Download paper | 25 |
| 8 | 2010 | Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; BjÃÆørnland, Hilde ; Bjornland, Hilde C. ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0002. Full description at Econpapers || Download paper | 23 |
| 9 | 2011 | The world is not enough! Small open economies and regional dependence. (2011). Thorsrud, Leif ; BjÃÆørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0005. Full description at Econpapers || Download paper | 22 |
| 10 | 2013 | Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation. (2013). Maih, Junior ; BjÃÆørnland, Hilde ; Alstadheim, Ragna. In: Working Papers. RePEc:bny:wpaper:0018. Full description at Econpapers || Download paper | 17 |
| 11 | 2014 | Monetary Policy in Oil Exporting Economies. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0023. Full description at Econpapers || Download paper | 16 |
| 12 | 2015 | Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers || Download paper | 15 |
| 13 | 2015 | The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0034. Full description at Econpapers || Download paper | 14 |
| 14 | 2016 | Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers || Download paper | 12 |
| 15 | 2013 | Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0012. Full description at Econpapers || Download paper | 12 |
| 16 | 2017 | Modelling Occasionally Binding Constraints Using Regime-Switching. (2017). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0058. Full description at Econpapers || Download paper | 11 |
| 17 | 2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073. Full description at Econpapers || Download paper | 10 |
| 18 | 2017 | Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053. Full description at Econpapers || Download paper | 9 |
| 19 | 2012 | Oil price density forecasts: Exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008. Full description at Econpapers || Download paper | 9 |
| 20 | 2015 | A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030. Full description at Econpapers || Download paper | 9 |
| 21 | 2016 | Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046. Full description at Econpapers || Download paper | 8 |
| 22 | 2015 | Oil and macroeconomic (in)stability. (2015). Larsen, Vegard ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0035. Full description at Econpapers || Download paper | 8 |
| 23 | 2018 | Predicting the Volatility of Cryptocurrency Timeââ¬âSeries. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0061. Full description at Econpapers || Download paper | 7 |
| 24 | 2016 | Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043. Full description at Econpapers || Download paper | 7 |
| 25 | 2013 | Local Natural Resource Curse?. (2013). Torvik, Ragnar ; Borge, Lars-Erik ; Parmer, Pernille . In: Working Papers. RePEc:bny:wpaper:0014. Full description at Econpapers || Download paper | 6 |
| 26 | 2014 | Does Oil Promote or Prevent Coups?. (2014). Nordvik, Frode. In: Working Papers. RePEc:bny:wpaper:0025. Full description at Econpapers || Download paper | 6 |
| 27 | 2015 | Commodity prices and fiscal policy design: Procyclical despite a rule. (2015). Thorsrud, Leif ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0033. Full description at Econpapers || Download paper | 5 |
| 28 | 2014 | Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028. Full description at Econpapers || Download paper | 5 |
| 29 | 2014 | Density forecasts with MIDAS models. (2014). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0021. Full description at Econpapers || Download paper | 5 |
| 30 | 2016 | Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0041. Full description at Econpapers || Download paper | 4 |
| 31 | 2018 | Mind the gap! Stylized dynamic facts and structural models.. (2018). ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0071. Full description at Econpapers || Download paper | 4 |
| 32 | 2014 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Working Papers. RePEc:bny:wpaper:0026. Full description at Econpapers || Download paper | 4 |
| 33 | 2014 | Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies. (2014). Sveen, Tommy ; Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0020. Full description at Econpapers || Download paper | 4 |
| 34 | 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). BjÃÆørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | 4 |
| 35 | 2013 | Online Appendix: Why Do Voters Dismantle Checks and Balances? Extensions and Robustness. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0011. Full description at Econpapers || Download paper | 3 |
| 36 | 2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper | 3 |
| 37 | 2020 | News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091. Full description at Econpapers || Download paper | 3 |
| 38 | 2014 | Foreign shocks in an estimated multi-sector model. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0022. Full description at Econpapers || Download paper | 3 |
| 39 | 2018 | Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063. Full description at Econpapers || Download paper | 3 |
| 40 | 2017 | Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Nordvik, Frode ; Andersen, JÃÆørgen. In: Working Papers. RePEc:bny:wpaper:0050. Full description at Econpapers || Download paper | 3 |
| 41 | 2018 | Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062. Full description at Econpapers || Download paper | 3 |
| 42 | 2015 | The Political Economy of Public Income Volatility: With an Application to the Resource Curse. (2015). Verdier, Thierry ; Torvik, Ragnar ; Robinson, James ; JamesA. Robinson, . In: Working Papers. RePEc:bny:wpaper:0031. Full description at Econpapers || Download paper | 3 |
| 43 | 2017 | Asymmetric effects of monetary policy in regional housing markets. (2017). Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0056. Full description at Econpapers || Download paper | 3 |
| 44 | 2019 | News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075. Full description at Econpapers || Download paper | 3 |
| 45 | 2017 | Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054. Full description at Econpapers || Download paper | 3 |
| 46 | 2014 | Boom or gloom? Examining the Dutch disease in two-speed economies. (2014). Thorsrud, Leif ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0024. Full description at Econpapers || Download paper | 3 |
| 47 | 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060. Full description at Econpapers || Download paper | 3 |
| 48 | 2015 | Forecasting GDP with global components. This time is different. (2015). Thorsrud, Leif ; Ravazzolo, Francesco ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0029. Full description at Econpapers || Download paper | 2 |
| 49 | 2019 | Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083. Full description at Econpapers || Download paper | 2 |
| 50 | 2016 | Commodity Futures and Forecasting Commodity Currencies. (2016). Sveen, Tommy ; Ravazzolo, Francesco ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0047. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Nordvik, Frode ; BjÃÆørnland, Hilde ; Rohrer, Maximilian ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0051. Full description at Econpapers || Download paper | 28 |
| 2 | 2013 | Why Do Voters Dismantle Checks and Balances?. (2013). Torvik, Ragnar ; Robinson, James ; Acemoglu, Daron. In: Working Papers. RePEc:bny:wpaper:0010. Full description at Econpapers || Download paper | 11 |
| 3 | 2015 | Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers || Download paper | 10 |
| 4 | 2014 | Monetary Policy in Oil Exporting Economies. (2014). Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0023. Full description at Econpapers || Download paper | 10 |
| 5 | 2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073. Full description at Econpapers || Download paper | 10 |
| 6 | 2017 | Modelling Occasionally Binding Constraints Using Regime-Switching. (2017). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0058. Full description at Econpapers || Download paper | 10 |
| 7 | 2010 | How does monetary policy respond to exchange rate movements? New international evidence. (2010). Halvorsen, JÃÆørn ; BjÃÆørnland, Hilde ; Bjornland, Hilde C.. In: Working Papers. RePEc:bny:wpaper:0001. Full description at Econpapers || Download paper | 8 |
| 8 | 2016 | Mending the broken link: heterogeneous bank lending and monetary policy pass-through.. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo. In: Working Papers. RePEc:bny:wpaper:0049. Full description at Econpapers || Download paper | 8 |
| 9 | 2011 | Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0003. Full description at Econpapers || Download paper | 7 |
| 10 | 2013 | Do Central Banks Respond to Exchange Rate Movements? A Markow-Switching Structural Investigation. (2013). Maih, Junior ; BjÃÆørnland, Hilde ; Alstadheim, Ragna. In: Working Papers. RePEc:bny:wpaper:0018. Full description at Econpapers || Download paper | 5 |
| 11 | 2018 | Predicting the Volatility of Cryptocurrency Timeââ¬âSeries. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0061. Full description at Econpapers || Download paper | 5 |
| 12 | 2016 | Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046. Full description at Econpapers || Download paper | 5 |
| 13 | 2016 | Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers || Download paper | 5 |
| 14 | 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). BjÃÆørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | 4 |
| 15 | 2018 | Mind the gap! Stylized dynamic facts and structural models.. (2018). ferroni, filippo ; Canova, Fabio. In: Working Papers. RePEc:bny:wpaper:0071. Full description at Econpapers || Download paper | 4 |
| 16 | 2017 | Components of Uncertainty. (2017). Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0053. Full description at Econpapers || Download paper | 4 |
| 17 | 2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper | 3 |
| 18 | 2012 | Measuring Sovereign Contagion in Europe. (2012). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: Working Papers. RePEc:bny:wpaper:0009. Full description at Econpapers || Download paper | 3 |
| 19 | 2015 | A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030. Full description at Econpapers || Download paper | 3 |
| 20 | 2020 | News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091. Full description at Econpapers || Download paper | 3 |
| 21 | 2019 | News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075. Full description at Econpapers || Download paper | 3 |
| 22 | 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060. Full description at Econpapers || Download paper | 2 |
| 23 | 2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper | 2 |
| 24 | 2018 | Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063. Full description at Econpapers || Download paper | 2 |
| 25 | 2012 | What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; BjÃÆørnland, Hilde ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0007. Full description at Econpapers || Download paper | 2 |
| 26 | 2014 | Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies. (2014). Sveen, Tommy ; Bergholt, Drago. In: Working Papers. RePEc:bny:wpaper:0020. Full description at Econpapers || Download paper | 2 |
| 27 | 2010 | Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; BjÃÆørnland, Hilde ; Bjornland, Hilde C. ; Gerdrup, Karsten R.. In: Working Papers. RePEc:bny:wpaper:0002. Full description at Econpapers || Download paper | 2 |
| 28 | 2017 | Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Nordvik, Frode ; Andersen, JÃÆørgen. In: Working Papers. RePEc:bny:wpaper:0050. Full description at Econpapers || Download paper | 2 |
| 29 | 2017 | Asymmetric effects of monetary policy in regional housing markets. (2017). Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0056. Full description at Econpapers || Download paper | 2 |
| 30 | 2017 | Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054. Full description at Econpapers || Download paper | 2 |
| 31 | 2016 | Commodity Futures and Forecasting Commodity Currencies. (2016). Sveen, Tommy ; Ravazzolo, Francesco ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0047. Full description at Econpapers || Download paper | 2 |
| 32 | 2018 | State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Maih, Junior ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0067. Full description at Econpapers || Download paper | 2 |
| 33 | 2019 | A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079. Full description at Econpapers || Download paper | 2 |
| 34 | 2015 | The Value of News. (2015). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0034. Full description at Econpapers || Download paper | 2 |
| 35 | 2020 | Inflation expectations and the pass-through of oil prices. (2020). BjÃÆørnland, Hilde ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0086. Full description at Econpapers || Download paper | 2 |
| 36 | 2018 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070. Full description at Econpapers || Download paper | 2 |
| 37 | 2019 | Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083. Full description at Econpapers || Download paper | 2 |
| 38 | 2016 | Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model. (2016). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0043. Full description at Econpapers || Download paper | 2 |
| 39 | 2015 | Oil and macroeconomic (in)stability. (2015). Larsen, Vegard ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0035. Full description at Econpapers || Download paper | 2 |
| 40 | 2018 | Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; BjÃÆørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 17
| Year | Title | |
|---|---|---|
| 2020 | Volatility of Cryptocurrencies. (2020). Cicvaria, Branimir Cvitko. In: Notitia - journal for economic, business and social issues. RePEc:noa:journl:y:2020:i:6:p:13-23. Full description at Econpapers || Download paper | |
| 2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547. Full description at Econpapers || Download paper | |
| 2020 | Topological recognition of critical transitions in time series of cryptocurrencies. (2020). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119321363. Full description at Econpapers || Download paper | |
| 2020 | On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90. Full description at Econpapers || Download paper | |
| 2020 | FAQ: How do I extract the output gap?. (2020). Canova, Fabio. In: Working Paper Series. RePEc:hhs:rbnkwp:0386. Full description at Econpapers || Download paper | |
| 2020 | Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598. Full description at Econpapers || Download paper | |
| 2020 | Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00741-3. Full description at Econpapers || Download paper | |
| 2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan ; Reichel, Vlastimil. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp305. Full description at Econpapers || Download paper | |
| 2020 | A bivariate prediction approach for adapting the health care system response to the spread of COVID-19. (2020). Verzillo, Stefano ; Paruolo, Paolo ; Lovaglio, Pietro Giorgio ; Berta, Paolo. In: PLOS ONE. RePEc:plo:pone00:0240150. Full description at Econpapers || Download paper | |
| 2020 | A Bayesian multivariate factor analysis model for evaluating an intervention by using observational time series data on multiple outcomes. (2020). Seaman, Shaun R ; Samartsidis, Pantelis ; de Angelis, Daniela ; Hickman, Matthew ; Charlett, Andre ; Montagna, Silvia. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1437-1459. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Äapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7849. Full description at Econpapers || Download paper | |
| 2020 | Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360. Full description at Econpapers || Download paper | |
| 2020 | Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462. Full description at Econpapers || Download paper | |
| 2020 | Parallel Digital Currencies and Sticky Prices. (2020). Xie, Taojun ; Uhlig, Harald. In: Working Papers. RePEc:bfi:wpaper:2020-188. Full description at Econpapers || Download paper | |
| 2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001. Full description at Econpapers || Download paper | |
| 2020 | Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
| 2020 | Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089. Full description at Econpapers || Download paper | |
| 2020 | Soutien àlââ¬â¢investissement résidentiel et approvisionnement local des administrations publiques en période post-Covid-19. (2020). Thibaudin, Henri ; Richelle, Yves. In: CIRANO Project Reports. RePEc:cir:cirpro:2020rp-23. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194. Full description at Econpapers || Download paper | |
| 2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian . In: Papers. RePEc:arx:papers:1809.00695. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063. Full description at Econpapers || Download paper | |
| 2018 | The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). BjÃÆørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151. Full description at Econpapers || Download paper | |
| 2018 | A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market. (2018). Bunn, Derek W ; Kermer, Stefan ; Gianfreda, Angelica. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2658-:d:173889. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054. Full description at Econpapers || Download paper | |
| 2017 | News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17. Full description at Econpapers || Download paper | |
| 2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835. Full description at Econpapers || Download paper | |
| 2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12532. Full description at Econpapers || Download paper | |
| 2017 | Endogenous Regime Switching Near the Zero Lower Bound. (2017). Lansing, Kevin. In: Working Paper Series. RePEc:fip:fedfwp:2017-24. Full description at Econpapers || Download paper | |
| 2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24167. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732. Full description at Econpapers || Download paper |
10 most frequent citing series